+21,298.9%
CPRT vs GFI
+821.1%
+20,477.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | +0.4% | +5.7% | -5.3% | +0.3% |
| 30D | +9.9% | +15.6% | -5.7% | +9.6% |
| 3M | +5.6% | +31.5% | -25.9% | +5.0% |
| 6M | -13.6% | -3.7% | -9.9% | -13.7% |
| YTD | -16.7% | +11.2% | -28.0% | -17.1% |
| 1Y | -33.1% | +36.4% | -69.5% | -33.8% |
| 3Y | -27.1% | +313.5% | -340.6% | -29.6% |
| 5Y | -9.9% | +528.0% | -537.9% | -14.1% |
| 10Y | +415.3% | +1,021.4% | -606.1% | +385.5% |
| All | +21,298.9% | +821.1% | +20,477.8% | +22,225.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GFI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling